+29.8%
ORCL vs XLP
+43.0%
-13.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.8% | -6.2% | -6.9% |
| 7D | -17.5% | +3.5% | -21.0% | -17.7% |
| 30D | -20.2% | +11.6% | -31.7% | -21.3% |
| 3M | -19.9% | +7.6% | -27.6% | -20.6% |
| 6M | -37.4% | +10.0% | -47.4% | -38.4% |
| YTD | -40.1% | +19.7% | -59.9% | -43.7% |
| 1Y | -53.4% | +23.5% | -76.8% | -57.0% |
| 3Y | +10.4% | +44.0% | -33.6% | -13.1% |
| 5Y | +29.8% | +42.7% | -12.9% | +0.4% |
| All | +29.8% | +43.0% | -13.2% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded XLP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling